Costationarity of Locally Stationary Time Series Using costat
Nason, Guy P.
- Publisher: Foundation for Open Access Statistics
Journal of Statistical Software
HA1-4737 | Statistics
This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship between two locally statio...